BDX Options History — August 2025

In August 2025, BDX traded between $136.01 and $157.19. ATM implied volatility averaged 25.5%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded below realized volatility by 8.3% (HV 20d: 33.8%). Max pain ranged from $141.51 to $149.37. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 1.49.

Notable Days

  • 2025-08-04: Highest Volume — 4,521 contracts
  • 2025-08-07: Largest IV drop — 48.6% change
  • 2025-08-06: Highest IV Rank — 97.8%
  • 2025-08-01: Largest Expected Move — 13.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$150.36$136.01$157.19$138.03$151.48
Max Pain$149.00$141.51$149.37$141.51$149.37
ATM IV25.5%17.4%52.0%45.6%18.4%
Expected Move6.3%5.0%13.1%13.1%5.3%
HV 20d33.8%20.2%37.9%20.7%36.7%
HV 60d24.7%20.4%26.3%20.4%25.8%
IV Rank29.0%8.0%97.8%81.3%10.6%
IV Percentile44.2%11.9%99.6%99.6%18.3%
Term Structure1.3%-12.6%5.7%-12.6%1.8%
VWIV22.3%17.4%44.8%44.8%17.9%
Skew 25d2.7%1.2%4.5%4.5%1.2%
Skew 10d6.4%1.8%13.4%13.4%1.8%
Call IV 25d21.1%15.8%43.1%43.1%17.9%
Put IV 25d23.8%18.8%47.6%47.6%19.1%
Bid-Ask Spread %83.7074.4991.1475.8289.83
Gamma HHI0.200.120.340.120.21
Net GEX7.7M-2.6M14.5M1.7M8.5M
Net DEX-83.7M-187.1M73.0M25.7M-53.8M
Net VEX-617.7K-712.9K-552.9K-657.2K-552.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.490.1413.220.451.25
Total Volume1,314.5242664,521573565
Total OI45,326.23835,48255,87341,44137,988

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-08-01$138.03$141.5145.6%13.1%20.7%81.3%44.8%4.5%-12.6%1.7M25.7M-657.2K0.4575.82N/AN/A39417924,91016,531
2025-08-04$140.68$149.3747.5%9.0%20.2%86.1%32.4%4.4%-1.5%2.4M6.1M-709.0K13.2274.49N/AN/A3184,20327,26321,122
2025-08-05$138.78$149.3751.3%9.3%20.5%95.9%33.0%3.4%-1.6%-411.8K37.6M-712.9K2.8875.94N/AN/A22965927,30224,992
2025-08-06$136.01$149.3752.0%8.7%21.7%97.8%31.8%3.9%-0.4%-2.6M73.0M-669.1K1.8481.26N/AN/A38070027,35325,535
2025-08-07$147.61$149.3726.7%6.6%36.4%32.2%21.3%2.7%4.7%9.4M-76.2M-676.4K1.0178.79N/AN/A1,7491,76627,56325,927
2025-08-08$152.13$149.3721.8%5.9%37.5%19.5%21.7%3.4%4.7%12.5M-151.9M-645.2K0.4381.41N/AN/A1,34757628,34425,897
2025-08-11$151.71$149.3728.6%5.9%37.5%37.0%20.5%2.3%4.4%14.5M-146.8M-614.8K0.9081.07N/AN/A58652928,58325,951
2025-08-12$152.80$149.3720.2%5.6%37.4%15.4%20.0%2.5%5.6%13.5M-166.3M-607.8K0.3179.34N/AN/A1,24538828,78226,112
2025-08-13$154.04$149.3719.8%5.7%37.3%14.1%19.6%1.5%5.7%10.7M-187.1M-588.4K0.2684.23N/AN/A1,53740328,77126,295
2025-08-14$153.55$149.3719.4%5.6%37.3%13.2%19.6%2.6%1.4%13.3M-178.3M-600.6K0.7880.25N/AN/A28122029,08926,605
2025-08-15$153.84$149.3717.5%5.0%36.9%8.3%17.4%2.9%-0.3%13.4M-181.8M-584.8K0.1486.99N/AN/A3,33145529,16226,711
2025-08-18$153.60$149.3718.6%5.3%36.5%11.1%18.6%2.3%1.7%7.3M-83.1M-607.4K0.4586.39N/AN/A1,14451522,52812,954
2025-08-19$155.61$149.3718.3%5.2%35.5%10.3%19.7%2.9%2.3%7.1M-104.1M-601.4K1.8085.15N/AN/A26146923,43813,222
2025-08-20$157.19$149.3718.4%5.3%35.6%10.6%18.7%3.0%1.7%6.3M-117.6M-620.1K0.8684.10N/AN/A38433123,48413,557
2025-08-21$154.52$149.3719.1%5.5%36.4%12.3%19.0%2.2%1.7%7.0M-90.8M-618.1K0.8886.32N/AN/A14112523,70913,674
2025-08-22$156.75$149.3717.4%5.0%36.5%8.0%17.7%3.5%1.1%6.7M-111.3M-607.9K0.2987.65N/AN/A40211823,74113,731
2025-08-25$152.95$149.3718.5%5.3%37.4%10.9%18.8%2.1%1.6%7.8M-68.7M-588.4K1.0187.82N/AN/A21021123,82613,744
2025-08-26$152.33$149.3719.4%5.6%37.3%13.3%19.6%2.1%1.6%7.7M-64.8M-578.0K0.4188.80N/AN/A32213423,85413,792
2025-08-27$153.45$149.3718.7%5.4%37.2%11.3%18.8%2.1%2.0%8.2M-74.4M-576.2K0.8590.98N/AN/A21918723,94413,843
2025-08-28$150.50$149.3718.4%5.3%37.9%10.7%18.1%1.5%1.9%7.8M-43.9M-555.6K1.2891.14N/AN/A17222024,06813,954
2025-08-29$151.48$149.3718.4%5.3%36.7%10.6%17.9%1.2%1.8%8.5M-53.8M-552.9K1.2589.83N/AN/A25131424,04113,947